Even though the Lord is coming again in judgment, this time God’s people need not be afraid. This is a dramatic reversal of what happened after the fall, where Adam, upon hearing the sound of the Lord coming in judgment, was afraid
(Genesis 3:10).
Furthermore, this command is a play on words. In Zephaniah 3:7 the people of God are without fear, but it is specifically the fear of God that they lack, and that leads them to sin. But on the day of the Lord, the people of the Lord will be called not to fear God in his judgment against sin and sinners. In reality, the only way to eliminate that fear is to have a right fear of God, which is that of childlike reverence and trust. By the fear of the Lord men depart from evil
(Proverbs 16:6). This fear is ultimately realized in one’s union with Christ, whose delight, as Isaiah 11:3 declares, is in the fear of the Lord.
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16 On that day it shall be said to Jerusalem: “Fear not, O Zion; let not your hands grow weak.